We combine Stein’s method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry–Esséen bounds in Central limit theorems (CLTs) involving multiple Wiener–Itô integrals with respect to a general Poisson measure. We provide several applications to CLTs related to Ornstein–Uhlenbeck Lévy processes.
"Stein’s method and Normal approximation of Poisson functionals." Ann. Probab. 38 (2) 443 - 478, March 2010. https://doi.org/10.1214/09-AOP477